E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 11-Jan-2019
Day Change Summary
Previous Current
10-Jan-2019 11-Jan-2019 Change Change % Previous Week
Open 2,584.00 2,598.00 14.00 0.5% 2,540.25
High 2,604.25 2,602.25 -2.00 -0.1% 2,604.25
Low 2,565.75 2,582.25 16.50 0.6% 2,528.50
Close 2,599.00 2,600.00 1.00 0.0% 2,600.00
Range 38.50 20.00 -18.50 -48.1% 75.75
ATR 61.79 58.81 -2.99 -4.8% 0.00
Volume 18,175 4,235 -13,940 -76.7% 49,355
Daily Pivots for day following 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,654.75 2,647.50 2,611.00
R3 2,634.75 2,627.50 2,605.50
R2 2,614.75 2,614.75 2,603.75
R1 2,607.50 2,607.50 2,601.75 2,611.00
PP 2,594.75 2,594.75 2,594.75 2,596.75
S1 2,587.50 2,587.50 2,598.25 2,591.00
S2 2,574.75 2,574.75 2,596.25
S3 2,554.75 2,567.50 2,594.50
S4 2,534.75 2,547.50 2,589.00
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,804.75 2,778.25 2,641.75
R3 2,729.00 2,702.50 2,620.75
R2 2,653.25 2,653.25 2,614.00
R1 2,626.75 2,626.75 2,607.00 2,640.00
PP 2,577.50 2,577.50 2,577.50 2,584.25
S1 2,551.00 2,551.00 2,593.00 2,564.25
S2 2,501.75 2,501.75 2,586.00
S3 2,426.00 2,475.25 2,579.25
S4 2,350.25 2,399.50 2,558.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,604.25 2,528.50 75.75 2.9% 32.50 1.2% 94% False False 9,871
10 2,604.25 2,442.25 162.00 6.2% 45.75 1.8% 97% False False 8,525
20 2,681.00 2,319.25 361.75 13.9% 65.25 2.5% 78% False False 6,534
40 2,826.75 2,319.25 507.50 19.5% 59.00 2.3% 55% False False 3,513
60 2,840.00 2,319.25 520.75 20.0% 57.25 2.2% 54% False False 2,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.78
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 2,687.25
2.618 2,654.50
1.618 2,634.50
1.000 2,622.25
0.618 2,614.50
HIGH 2,602.25
0.618 2,594.50
0.500 2,592.25
0.382 2,590.00
LOW 2,582.25
0.618 2,570.00
1.000 2,562.25
1.618 2,550.00
2.618 2,530.00
4.250 2,497.25
Fisher Pivots for day following 11-Jan-2019
Pivot 1 day 3 day
R1 2,597.50 2,595.00
PP 2,594.75 2,590.00
S1 2,592.25 2,585.00

These figures are updated between 7pm and 10pm EST after a trading day.

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